+49.9%
VG vs GLDM
+2.8%
+47.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -3.8% |
| 7D | -22.0% | +1.9% | -23.9% | -21.3% |
| 30D | -14.7% | -1.7% | -13.0% | -14.6% |
| 3M | -7.1% | -3.5% | -3.5% | -7.1% |
| 6M | -11.2% | -10.1% | -1.1% | -11.5% |
| YTD | +69.8% | -5.0% | +74.9% | +57.8% |
| 1Y | +49.9% | +2.8% | +47.1% | +19.6% |
| All | +49.9% | +2.8% | +47.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling